V-Lab: Norwegian Krone AGARCH Volatility Analysis

V-Lab

Norwegian Krone AGARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:7.75% (+0.06%)

Analysis last updated: Thursday, July 17, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	14.21
$α$	0.0288	25.53
$β$	0.9656	768.17
$γ$	-0.0388	-2.49

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts